Related papers: Optimal eigen expansions and uniform bounds

We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…

The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…

This paper is devoted to a general min-max characterization of the eigenvalues in a gap of the essential spectrum of a self-adjoint unbounded operator. We prove an abstract theorem, then we apply it to the case of Dirac operators with a…

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

We study the spectral convergence of compact, self-adjoint operators on a separable Hilbert space under operator norm perturbations, and derive asymptotic expansions for their eigenvalues and eigenprojections. Our analysis focuses on…

This paper is concerned with {an extension and reinterpretation} of previous results on the variational characterization of eigenvalues in gaps of the essential spectrum of self-adjoint operators. {We state} two general abstract results on…

We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as…

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

In this paper, we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and the quasiperiodic boundary conditions. Using these…

We consider the Laplace operator with Dirichlet boundary conditions on a planar domain and study the effect that performing a scaling in one direction has on the spectrum. We derive the asymptotic expansion for the eigenvalues and…

Let $H_0$ be a periodic operator on $\R^+$(or periodic Jacobi operator on $\N$). It is known that the absolutely continuous spectrum of $H_0$ is consisted of spectral bands $\cup[\alpha_l,\beta_l]$. Under the assumption that $\limsup_{x\to…

We study the asymptotic behavior of linear evolution equations of the type \partial_t g = Dg + Lg - \lambda g, where L is the fragmentation operator, D is a differential operator, and {\lambda} is the largest eigenvalue of the operator Dg +…

This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

In this paper, we provide a rigorous derivation of asymptotic formula for the largest eigenvalues using the convergence estimation of the eigenvalues of a sequence of self-adjoint compact operators of perturbations resulting from the…

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

We consider transfer operators acting on spaces of holomorphic functions, and provide explicit bounds for their eigenvalues. More precisely, if D is any open set in C^d, and L is a suitable transfer operator acting on Bergman space A^2(D),…

We consider a $\mathbb{R}$-extension of one dimensional uniformly expanding open dynamical systems and prove a new explicit estimate for the asymptotic spectral gap. To get these results, we use a new application of a "global normal form"…